CME eMini Russell 2000 Future June 2007


Trading Metrics calculated at close of trading on 09-Apr-2007
Day Change Summary
Previous Current
06-Apr-2007 09-Apr-2007 Change Change % Previous Week
Open 816.8 818.8 2.0 0.2% 807.5
High 819.8 820.9 1.1 0.1% 819.9
Low 816.6 814.7 -1.9 -0.2% 803.3
Close 816.8 817.3 0.5 0.1% 816.8
Range 3.2 6.2 3.0 93.8% 16.6
ATR 10.2 9.9 -0.3 -2.8% 0.0
Volume 80,059 2,206 -77,853 -97.2% 699,321
Daily Pivots for day following 09-Apr-2007
Classic Woodie Camarilla DeMark
R4 836.2 833.0 820.7
R3 830.0 826.8 819.0
R2 823.8 823.8 818.4
R1 820.6 820.6 817.9 819.1
PP 817.6 817.6 817.6 816.9
S1 814.4 814.4 816.7 812.9
S2 811.4 811.4 816.2
S3 805.2 808.2 815.6
S4 799.0 802.0 813.9
Weekly Pivots for week ending 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 863.1 856.6 825.9
R3 846.5 840.0 821.4
R2 829.9 829.9 819.8
R1 823.4 823.4 818.3 826.7
PP 813.3 813.3 813.3 815.0
S1 806.8 806.8 815.3 810.1
S2 796.7 796.7 813.8
S3 780.1 790.2 812.2
S4 763.5 773.6 807.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 820.9 808.6 12.3 1.5% 6.2 0.8% 71% True False 99,270
10 820.9 796.8 24.1 2.9% 8.2 1.0% 85% True False 141,598
20 820.9 766.7 54.2 6.6% 10.3 1.3% 93% True False 177,970
40 838.9 762.4 76.5 9.4% 11.6 1.4% 72% False False 103,308
60 838.9 762.4 76.5 9.4% 11.0 1.3% 72% False False 68,953
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 847.3
2.618 837.1
1.618 830.9
1.000 827.1
0.618 824.7
HIGH 820.9
0.618 818.5
0.500 817.8
0.382 817.1
LOW 814.7
0.618 810.9
1.000 808.5
1.618 804.7
2.618 798.5
4.250 788.4
Fisher Pivots for day following 09-Apr-2007
Pivot 1 day 3 day
R1 817.8 817.8
PP 817.6 817.6
S1 817.5 817.5

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These figures are updated between 7pm and 10pm EST after a trading day.

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